curl --insecure not working

Your problem is that you are curling the script as yourself and then the script is running as root:

| sudo bash

When you pipe something into sudo bash, you are running bash as root, and bash will launch all subprocesses (including the curls inside of the script) as root. Since root's account doesn't care about your .curlrc, it won't read it and won't apply your --insecure. You have a couple of options:

1. Download the script separately from running it and modify the lines containing curl (lines 137 and 182 at the time of writing)
2. Create a .curlrc file for root at /root/.curlrc with the contents insecure

Edit:

As an aside, it is not generally advised to have application-specific configuration files in your home directory be o+wr, because this would allow anyone with a login on the system to modify your personal configuration. You said that you ran chmod 666 .curlrc but this is inadvisable because then anyone on the system (assuming your home directory is o+rx) can modify your curl configuration, including setting a curl-specific socks proxy and them MiTM all of your curl traffic. This is especially dangerous because they could strip SSL and you wouldn't notice because you're already ignoring insecure connections for your own system proxy.